RooMinimizer.h

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/*****************************************************************************
 * Project: RooFit                                                           *
 * Package: RooFitCore                                                       *
 *    File: $Id$
 * Authors:                                                                  *
 *   WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu       *
 *   DK, David Kirkby,    UC Irvine,         dkirkby@uci.edu                 *
 *   AL, Alfio Lazzaro,   INFN Milan,        alfio.lazzaro@mi.infn.it        *
 *   PB, Patrick Bos,     NL eScience Center, p.bos@esciencecenter.nl        *
 *                                                                           *
 *                                                                           *
 * Redistribution and use in source and binary forms,                        *
 * with or without modification, are permitted according to the terms        *
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)             *
 *****************************************************************************/
 
#ifndef ROO_MINIMIZER
#define ROO_MINIMIZER
 
#include <memory>  // shared_ptr, unique_ptr
 
#include "TObject.h"
#include "TStopwatch.h"
#include <fstream>
#include <vector>
#include <string>
#include <utility>
#include "TMatrixDSymfwd.h"
 
#include "RooArgList.h" // cannot just use forward decl due to default argument in lastMinuitFit
 
#include <RooAbsMinimizerFcn.h>
#include <RooFit/TestStatistics/RooAbsL.h>
#include <RooFit/TestStatistics/LikelihoodWrapper.h>
#include <RooFit/TestStatistics/LikelihoodGradientWrapper.h>
 
#include "RooSentinel.h"
#include "RooMsgService.h"
 
#include "Fit/Fitter.h"
#include <stdexcept> // logic_error
 
class RooAbsReal ;
class RooFitResult ;
class RooArgList ;
class RooRealVar ;
class RooArgSet ;
class TH2F ;
class RooPlot ;
 
class RooMinimizer : public TObject {
public:
  enum class FcnMode { classic, gradient, generic_wrapper };
 
  explicit RooMinimizer(RooAbsReal &function, FcnMode fcnMode = FcnMode::classic);
  explicit RooMinimizer(std::shared_ptr<RooFit::TestStatistics::RooAbsL> likelihood,
                        RooFit::TestStatistics::LikelihoodMode likelihoodMode =
                           RooFit::TestStatistics::LikelihoodMode::serial,
                        RooFit::TestStatistics::LikelihoodGradientMode likelihoodGradientMode =
                           RooFit::TestStatistics::LikelihoodGradientMode::multiprocess);
 
  ~RooMinimizer() override;
 
  enum Strategy { Speed=0, Balance=1, Robustness=2 } ;
  enum PrintLevel { None=-1, Reduced=0, Normal=1, ExtraForProblem=2, Maximum=3 } ;
  void setStrategy(Int_t strat) ;
  void setErrorLevel(Double_t level) ;
  void setEps(Double_t eps) ;
  void optimizeConst(Int_t flag) ;
  void setEvalErrorWall(Bool_t flag) { fitterFcn()->SetEvalErrorWall(flag); }
  /// \copydoc RooMinimizerFcn::SetRecoverFromNaNStrength()
  void setRecoverFromNaNStrength(double strength) { fitterFcn()->SetRecoverFromNaNStrength(strength); }
  void setOffsetting(Bool_t flag) ;
  void setMaxIterations(Int_t n) ;
  void setMaxFunctionCalls(Int_t n) ;
 
  RooFitResult* fit(const char* options) R__DEPRECATED(6,28,
  "using RooMinimizer::fit() with string-based options is deprecated. Please use RooAbsPdf::fitTo() instead.");
 
  Int_t migrad() ;
  Int_t hesse() ;
  Int_t minos() ;
  Int_t minos(const RooArgSet& minosParamList) ;
  Int_t seek() ;
  Int_t simplex() ;
  Int_t improve() ;
 
  Int_t minimize(const char* type, const char* alg=0) ;
 
  RooFitResult* save(const char* name=0, const char* title=0) ;
  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) ;
 
  Int_t setPrintLevel(Int_t newLevel) ; 
  void setPrintEvalErrors(Int_t numEvalErrors) { fitterFcn()->SetPrintEvalErrors(numEvalErrors); }
  void setVerbose(Bool_t flag=kTRUE) { _verbose = flag ; fitterFcn()->SetVerbose(flag); }
  void setProfile(Bool_t flag=kTRUE) { _profile = flag ; }
  Bool_t setLogFile(const char* logf=0) { return fitterFcn()->SetLogFile(logf); }
 
  Int_t getPrintLevel() const;
 
  void setMinimizerType(const char* type) ;
 
  static void cleanup() ;
  static RooFitResult* lastMinuitFit(const RooArgList& varList=RooArgList()) ;
 
  void saveStatus(const char* label, Int_t status) { _statusHistory.push_back(std::pair<std::string,int>(label,status)) ; }
 
  Int_t evalCounter() const { return fitterFcn()->evalCounter() ; }
  void zeroEvalCount() { fitterFcn()->zeroEvalCount() ; }
 
  ROOT::Fit::Fitter* fitter() ;
  const ROOT::Fit::Fitter* fitter() const ;
 
  ROOT::Math::IMultiGenFunction* getFitterMultiGenFcn() const;
  ROOT::Math::IMultiGenFunction* getMultiGenFcn() const;
 
  inline Int_t getNPar() const { return fitterFcn()->getNDim() ; }
 
protected:
 
  friend class RooAbsPdf ;
  void applyCovarianceMatrix(TMatrixDSym& V) ;
 
  void profileStart() ;
  void profileStop() ;
 
  inline std::ofstream* logfile() { return fitterFcn()->GetLogFile(); }
  inline Double_t& maxFCN() { return fitterFcn()->GetMaxFCN() ; }
 
  const RooAbsMinimizerFcn *fitterFcn() const;
  RooAbsMinimizerFcn *fitterFcn();
 
  bool fitFcn() const;
 
private:
  // constructor helper functions
  void initMinimizerFirstPart();
  void initMinimizerFcnDependentPart(double defaultErrorLevel);
 
  Int_t _printLevel = 1;
  Int_t _status = -99;
  Bool_t _profile = kFALSE;
 
  Bool_t _verbose = kFALSE;
  TStopwatch _timer;
  TStopwatch _cumulTimer;
  Bool_t _profileStart = kFALSE;
 
  TMatrixDSym *_extV = 0;
 
  RooAbsMinimizerFcn *_fcn;
  std::string _minimizerType = "Minuit";
  FcnMode _fcnMode;
 
  static ROOT::Fit::Fitter *_theFitter ;
 
  std::vector<std::pair<std::string,int> > _statusHistory ;
 
  RooMinimizer(const RooMinimizer&) ;
   
  ClassDefOverride(RooMinimizer,0) // RooFit interface to ROOT::Fit::Fitter
} ;
 
#endif