ROOT 6.07/09 Reference Guide |
The Linear Fitter - For fitting functions that are LINEAR IN PARAMETERS.
Linear fitter is used to fit a set of data points with a linear combination of specified functions. Note, that "linear" in the name stands only for the model dependency on parameters, the specified functions can be nonlinear. The general form of this kind of model is
Functions f are fixed functions of x. For example, fitting with a polynomial is linear fitting in this sense.
The fit is performed using the Normal Equations method with Cholesky decomposition.
The linear fitter is considerably faster than general non-linear fitters and doesn't require to set the initial values of parameters.
-Additive parts are separated by 2 plus signes "++" –for example "1 ++ x" - for fitting a straight line -All standard functions, undrestood by TFormula, can be used as additive parts –TMath functions can be used too -Functions, used as additive parts, shouldn't have any parameters, even if those parameters are set. –for example, if normalizing a sum of a gaus(0, 1) and a gaus(0, 2), don't use the built-in "gaus" of TFormula, because it has parameters, take TMath::Gaus(x, 0, 1) instead. -Polynomials can be used like "pol3", .."polN" -If fitting a more than 3-dimensional formula, variables should be numbered as follows: – x[0], x[1], x[2]... For example, to fit "1 ++ x[0] ++ x[1] ++ x[2] ++ x[3]*x[3]"
TF123 based on a linear expression and pass this function to the fitter: –Example:
–The results of the fit are then stored in the function, just like when the TH1::Fit or TGraph::Fit is used –A linear function of this kind is by no means different from any other function, it can be drawn, evaluated, etc.
–For multidimensional fitting, TFormulas of the form: x[0]++...++x[n] can be used
the formula can be set by expression: –Example:
–Polynomials are set the usual way: "pol1", "pol2",... –Hyperplanes are set by expression "hyp3", "hyp4", ... —The "hypN" expressions only work when the linear fitter is used directly, not through TH1::Fit or TGraph::Fit. To fit a graph or a histogram with a hyperplane, define the function as "1++x++y". —A constant term is assumed for a hyperplane, when using the "hypN" expression, so "hyp3" is in fact fitting with "1++x++y++z" function. –Fitting hyperplanes is much faster than fitting other expressions so if performance is vital, calculate the function values beforehand and give them to the fitter as variables –Example: You want to fit "sin(x)|cos(2*x)" very fast. Calculate sin(x) and cos(2*x) beforehand and store them in array *data. Then: TLinearFitter *lf=new TLinearFitter(2, "hyp2"); lf->AssignData(npoint, 2, data, y);
the fitting formula can be reset without re-adding all the points. –Example:
cleared and the data will have to be added again to try a different formula.
–GetParameters, GetCovarianceMatrix, etc –the t-values of parameters and their significance can be reached by GetParTValue() and GetParSignificance() methods
written into this function.
Outliers are atypical(by definition), infrequant observations; data points which do not appear to follow the characteristic distribution of the rest of the data. These may reflect genuine properties of the underlying phenomenon(variable), or be due to measurement errors or anomalies which shouldn't be modelled. (StatSoft electronic textbook)
Even a single gross outlier can greatly influence the results of least- squares fitting procedure, and in this case use of robust(resistant) methods is recommended.
The method implemented here is based on the article and algorithm: "Computing LTS Regression for Large Data Sets" by P.J.Rousseeuw and Katrien Van Driessen The idea of the method is to find the fitting coefficients for a subset of h observations (out of n) with the smallest sum of squared residuals. The size of the subset h should lie between (npoints + nparameters +1)/2 and n, and represents the minimal number of good points in the dataset. The default value is set to (npoints + nparameters +1)/2, but of course if you are sure that the data contains less outliers it's better to change h according to your data.
To perform a robust fit, call EvalRobust() function instead of Eval() after adding the points and setting the fitting function. Note, that standard errors on parameters are not computed!
Definition at line 159 of file TLinearFitter.h.
Public Member Functions | |
TLinearFitter () | |
default c-tor, input data is stored If you don't want to store the input data, run the function StoreData(kFALSE) after constructor More... | |
TLinearFitter (Int_t ndim, const char *formula, Option_t *opt="D") | |
First parameter stands for number of dimensions in the fitting formula Second parameter is the fitting formula: see class description for formula syntax Options: The option is to store or not to store the data If you don't want to store the data, choose "" for the option, or run StoreData(kFalse) member function after the constructor. More... | |
TLinearFitter (Int_t ndim) | |
The parameter stands for number of dimensions in the fitting formula The input data is stored. More... | |
TLinearFitter (TFormula *function, Option_t *opt="D") | |
This constructor uses a linear function. More... | |
TLinearFitter (const TLinearFitter &tlf) | |
Copy ctor. More... | |
virtual | ~TLinearFitter () |
Linear fitter cleanup. More... | |
virtual void | Add (TLinearFitter *tlf) |
Add another linear fitter to this linear fitter. More... | |
virtual void | AddPoint (Double_t *x, Double_t y, Double_t e=1) |
Adds 1 point to the fitter. More... | |
virtual void | AddTempMatrices () |
virtual void | AssignData (Int_t npoints, Int_t xncols, Double_t *x, Double_t *y, Double_t *e=0) |
This function is to use when you already have all the data in arrays and don't want to copy them into the fitter. More... | |
virtual void | Chisquare () |
Calculates the chisquare. More... | |
virtual Double_t | Chisquare (Int_t, Double_t *) const |
virtual void | Clear (Option_t *option="") |
Clears everything. Used in TH1::Fit and TGraph::Fit(). More... | |
virtual void | ClearPoints () |
To be used when different sets of points are fitted with the same formula. More... | |
virtual Int_t | Eval () |
Perform the fit and evaluate the parameters Returns 0 if the fit is ok, 1 if there are errors. More... | |
virtual Int_t | EvalRobust (Double_t h=-1) |
Finds the parameters of the fitted function in case data contains outliers. More... | |
virtual Int_t | ExecuteCommand (const char *command, Double_t *args, Int_t nargs) |
To use in TGraph::Fit and TH1::Fit(). More... | |
virtual void | FixParameter (Int_t ipar) |
Fixes paramter #ipar at its current value. More... | |
virtual void | FixParameter (Int_t ipar, Double_t parvalue) |
Fixes parameter #ipar at value parvalue. More... | |
virtual void | GetAtbVector (TVectorD &v) |
Get the Atb vector - a vector, used for internal computations. More... | |
virtual Double_t | GetChisquare () |
Get the Chisquare. More... | |
virtual void | GetConfidenceIntervals (Int_t n, Int_t ndim, const Double_t *x, Double_t *ci, Double_t cl=0.95) |
Computes point-by-point confidence intervals for the fitted function Parameters: n - number of points ndim - dimensions of points x - points, at which to compute the intervals, for ndim > 1 should be in order: (x0,y0, x1, y1, ... More... | |
virtual void | GetConfidenceIntervals (TObject *obj, Double_t cl=0.95) |
Computes confidence intervals at level cl. More... | |
virtual Double_t * | GetCovarianceMatrix () const |
Returns covariance matrix. More... | |
virtual void | GetCovarianceMatrix (TMatrixD &matr) |
Returns covariance matrix. More... | |
virtual Double_t | GetCovarianceMatrixElement (Int_t i, Int_t j) const |
virtual void | GetDesignMatrix (TMatrixD &matr) |
Returns the internal design matrix. More... | |
virtual void | GetErrors (TVectorD &vpar) |
Returns parameter errors. More... | |
virtual Int_t | GetErrors (Int_t, Double_t &, Double_t &, Double_t &, Double_t &) const |
virtual void | GetFitSample (TBits &bits) |
For robust lts fitting, returns the sample, on which the best fit was based. More... | |
virtual Int_t | GetNpoints () |
virtual Int_t | GetNumberFreeParameters () const |
virtual Int_t | GetNumberTotalParameters () const |
virtual Double_t | GetParameter (Int_t ipar) const |
virtual Int_t | GetParameter (Int_t ipar, char *name, Double_t &value, Double_t &, Double_t &, Double_t &) const |
Returns the value and the name of the parameter #ipar NB: In the calling function the argument name must be set large enough. More... | |
virtual void | GetParameters (TVectorD &vpar) |
Returns parameter values. More... | |
virtual Double_t | GetParError (Int_t ipar) const |
Returns the error of parameter #ipar. More... | |
virtual const char * | GetParName (Int_t ipar) const |
Returns name of parameter #ipar. More... | |
virtual Double_t | GetParSignificance (Int_t ipar) |
Returns the significance of parameter #ipar. More... | |
virtual Double_t | GetParTValue (Int_t ipar) |
Returns the t-value for parameter #ipar. More... | |
virtual Int_t | GetStats (Double_t &, Double_t &, Double_t &, Int_t &, Int_t &) const |
virtual Double_t | GetSumLog (Int_t) |
virtual Double_t | GetY2 () const |
virtual Bool_t | IsFixed (Int_t ipar) const |
virtual Int_t | Merge (TCollection *list) |
Merge objects in list. More... | |
TLinearFitter & | operator= (const TLinearFitter &tlf) |
Assignment operator. More... | |
virtual void | PrintResults (Int_t level, Double_t amin=0) const |
Level = 3 (to be consistent with minuit) prints parameters and parameter errors. More... | |
virtual void | ReleaseParameter (Int_t ipar) |
Releases parameter #ipar. More... | |
virtual void | SetBasisFunctions (TObjArray *functions) |
set the basis functions in case the fitting function is not set directly The TLinearFitter will manage and delete the functions contained in the list More... | |
virtual void | SetDim (Int_t n) |
set the number of dimensions More... | |
virtual void | SetFitMethod (const char *) |
virtual void | SetFormula (const char *formula) |
Additive parts should be separated by "++". More... | |
virtual void | SetFormula (TFormula *function) |
Set the fitting function. More... | |
virtual Int_t | SetParameter (Int_t, const char *, Double_t, Double_t, Double_t, Double_t) |
virtual void | StoreData (Bool_t store) |
virtual Bool_t | UpdateMatrix () |
Update the design matrix after the formula has been changed. More... | |
Public Member Functions inherited from TVirtualFitter | |
TVirtualFitter () | |
Default constructor. More... | |
virtual | ~TVirtualFitter () |
Cleanup virtual fitter. More... | |
virtual FCNFunc_t | GetFCN () |
virtual Foption_t | GetFitOption () const |
TMethodCall * | GetMethodCall () const |
virtual TObject * | GetObjectFit () const |
virtual TObject * | GetUserFunc () const |
virtual Int_t | GetXfirst () const |
virtual Int_t | GetXlast () const |
virtual Int_t | GetYfirst () const |
virtual Int_t | GetYlast () const |
virtual Int_t | GetZfirst () const |
virtual Int_t | GetZlast () const |
virtual Double_t * | SetCache (Int_t npoints, Int_t psize) |
Initialize the cache array npoints is the number of points to be stored (or already stored) in the cache psize is the number of elements per point. More... | |
virtual void | SetFCN (void *fcn) R__DEPRECATED(6 |
To set the address of the minimization objective function. More... | |
virtual void | SetFCN (void(*fcn)(Int_t &, Double_t *, Double_t &f, Double_t *, Int_t)) |
To set the address of the minimization objective function called by the native compiler (see function below when called by CINT) More... | |
virtual void | SetFitOption (Foption_t option) |
virtual void | SetObjectFit (TObject *obj) |
virtual void | SetUserFunc (TObject *userfunc) |
virtual void | SetXfirst (Int_t first) |
virtual void | SetXlast (Int_t last) |
virtual void | SetYfirst (Int_t first) |
virtual void | SetYlast (Int_t last) |
virtual void | SetZfirst (Int_t first) |
virtual void | SetZlast (Int_t last) |
Public Member Functions inherited from TNamed | |
TNamed () | |
TNamed (const char *name, const char *title) | |
TNamed (const TString &name, const TString &title) | |
TNamed (const TNamed &named) | |
TNamed copy ctor. More... | |
virtual | ~TNamed () |
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 two TNamed objects. More... | |
virtual void | Copy (TObject &named) const |
Copy this to obj. More... | |
virtual void | FillBuffer (char *&buffer) |
Encode TNamed into output buffer. More... | |
virtual const char * | GetName () const |
Returns name of object. More... | |
virtual const char * | GetTitle () const |
Returns title of object. More... | |
virtual ULong_t | Hash () const |
Return hash value for this object. More... | |
virtual Bool_t | IsSortable () const |
virtual void | ls (Option_t *option="") const |
List TNamed name and title. More... | |
TNamed & | operator= (const TNamed &rhs) |
TNamed assignment operator. More... | |
virtual void | Print (Option_t *option="") const |
Print TNamed name and title. More... | |
virtual void | SetName (const char *name) |
Set the name of the TNamed. More... | |
virtual void | SetNameTitle (const char *name, const char *title) |
Set all the TNamed parameters (name and title). More... | |
virtual void | SetTitle (const char *title="") |
Set the title of the TNamed. More... | |
virtual Int_t | Sizeof () const |
Return size of the TNamed part of the TObject. More... | |
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... | |
virtual const char * | ClassName () const |
Returns name of class to which the object belongs. 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 pad. 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 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 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 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... | |
Bool_t | IsOnHeap () const |
Bool_t | IsZombie () const |
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 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, Bool_t set) |
Set or unset the user status bits as specified in f. More... | |
void | SetBit (UInt_t f) |
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... | |
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... | |
Private Member Functions | |
void | AddToDesign (Double_t *x, Double_t y, Double_t e) |
Add a point to the AtA matrix and to the Atb vector. More... | |
void | ComputeTValues () |
Computes parameters' t-values and significance. More... | |
void | CreateSubset (Int_t ntotal, Int_t h, Int_t *index) |
Creates a p-subset to start ntotal - total number of points from which the subset is chosen. More... | |
Double_t | CStep (Int_t step, Int_t h, Double_t *residuals, Int_t *index, Int_t *subdat, Int_t start, Int_t end) |
The CStep procedure, as described in the article. More... | |
Int_t | Graph2DLinearFitter (Double_t h) |
Minimisation function for a TGraph2D. More... | |
Int_t | GraphLinearFitter (Double_t h) |
Used in TGraph::Fit(). More... | |
Int_t | HistLinearFitter () |
Minimization function for H1s using a Chisquare method. More... | |
Bool_t | Linf () |
Int_t | MultiGraphLinearFitter (Double_t h) |
Minimisation function for a TMultiGraph. More... | |
Int_t | Partition (Int_t nmini, Int_t *indsubdat) |
divides the elements into approximately equal subgroups number of elements in each subgroup is stored in indsubdat number of subgroups is returned More... | |
void | RDraw (Int_t *subdat, Int_t *indsubdat) |
Draws ngroup nonoverlapping subdatasets out of a dataset of size n such that the selected case numbers are uniformly distributed from 1 to n. More... | |
Private Attributes | |
TVectorD | fAtb |
TVectorD | fAtbTemp |
TVectorD | fAtbTemp2 |
temporary vector, used for num.stability More... | |
TVectorD | fAtbTemp3 |
Double_t | fChisquare |
TMatrixDSym | fDesign |
TMatrixDSym | fDesignTemp |
TMatrixDSym | fDesignTemp2 |
temporary matrix, used for num.stability More... | |
TMatrixDSym | fDesignTemp3 |
TVectorD | fE |
TBits | fFitsample |
Bool_t * | fFixedParams |
char * | fFormula |
Int_t | fFormulaSize |
TObjArray | fFunctions |
map of basis functions and formula More... | |
Int_t | fH |
TFormula * | fInputFunction |
Bool_t | fIsSet |
Int_t | fNdim |
Int_t | fNfixed |
Int_t | fNfunctions |
Int_t | fNpoints |
temporary More... | |
TVectorD | fParams |
TMatrixDSym | fParCovar |
TVectorD | fParSign |
Bool_t | fRobust |
Int_t | fSpecial |
Bool_t | fStoreData |
TVectorD | fTValues |
Double_t | fVal [1000] |
TMatrixD | fX |
temporary variable used for num.stability More... | |
TVectorD | fY |
Double_t | fY2 |
Double_t | fY2Temp |
Static Private Attributes | |
static std::map< TString, TFormula * > | fgFormulaMap |
Additional Inherited Members | |
Public Types inherited from TVirtualFitter | |
typedef void(* | FCNFunc_t) (Int_t &npar, Double_t *gin, Double_t &f, Double_t *u, Int_t flag) |
Public Types inherited from TObject | |
enum | { kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff } |
enum | { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) } |
enum | EStatusBits { kCanDelete = BIT(0), kMustCleanup = BIT(3), kObjInCanvas = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5), kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13) } |
Static Public Member Functions inherited from TVirtualFitter | |
static TVirtualFitter * | Fitter (TObject *obj, Int_t maxpar=25) |
Static function returning a pointer to the current fitter. More... | |
static const char * | GetDefaultFitter () |
static: return the name of the default fitter More... | |
static Double_t | GetErrorDef () |
static: Return the Error Definition More... | |
static TVirtualFitter * | GetFitter () |
static: return the current Fitter More... | |
static Int_t | GetMaxIterations () |
static: Return the maximum number of iterations actually max number of function calls More... | |
static Double_t | GetPrecision () |
static: Return the fit relative precision More... | |
static void | SetDefaultFitter (const char *name="") |
static: set name of default fitter More... | |
static void | SetErrorDef (Double_t errdef=1) |
static: Set the Error Definition (default=1) For Minuit this is the value passed with the "SET ERR" command (see https://cern-tex.web.cern.ch/cern-tex/minuit/node18.html) More... | |
static void | SetFitter (TVirtualFitter *fitter, Int_t maxpar=25) |
Static function to set an alternative fitter. More... | |
static void | SetMaxIterations (Int_t niter=5000) |
static: Set the maximum number of function calls for the minimization algorithm For example for MIGRAD this is the maxcalls value passed as first argument (see https://cern-tex.web.cern.ch/cern-tex/minuit/node18.html ) More... | |
static void | SetPrecision (Double_t prec=1e-6) |
static: Set the tolerance used in the minimization algorithm For example for MIGRAD this is tolerance value passed as second argument (see https://cern-tex.web.cern.ch/cern-tex/minuit/node18.html ) More... | |
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... | |
Public Attributes inherited from TVirtualFitter | |
not used | anymore |
virtual void CINT | remnant |
Protected Member Functions inherited from TVirtualFitter | |
TVirtualFitter (const TVirtualFitter &tvf) | |
copy constructor More... | |
TVirtualFitter & | operator= (const TVirtualFitter &tvf) |
assignment operator 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 () |
Protected Attributes inherited from TVirtualFitter | |
Double_t * | fCache |
Int_t | fCacheSize |
void(* | fFCN )(Int_t &npar, Double_t *gin, Double_t &f, Double_t *u, Int_t flag) |
TMethodCall * | fMethodCall |
Int_t | fNpoints |
TObject * | fObjectFit |
Foption_t | fOption |
Int_t | fPointSize |
TObject * | fUserFunc |
Int_t | fXfirst |
Int_t | fXlast |
Int_t | fYfirst |
Int_t | fYlast |
Int_t | fZfirst |
Int_t | fZlast |
Protected Attributes inherited from TNamed | |
TString | fName |
TString | fTitle |
#include <TLinearFitter.h>
TLinearFitter::TLinearFitter | ( | ) |
default c-tor, input data is stored If you don't want to store the input data, run the function StoreData(kFALSE) after constructor
Definition at line 223 of file TLinearFitter.cxx.
First parameter stands for number of dimensions in the fitting formula Second parameter is the fitting formula: see class description for formula syntax Options: The option is to store or not to store the data If you don't want to store the data, choose "" for the option, or run StoreData(kFalse) member function after the constructor.
Definition at line 294 of file TLinearFitter.cxx.
TLinearFitter::TLinearFitter | ( | Int_t | ndim | ) |
The parameter stands for number of dimensions in the fitting formula The input data is stored.
If you don't want to store the input data, run the function StoreData(kFALSE) after constructor
Definition at line 265 of file TLinearFitter.cxx.
This constructor uses a linear function.
How to create it? TFormula now accepts formulas of the following kind: TFormula("f", "x++y++z++x*x") or TFormula("f", "x[0]++x[1]++x[2]*x[2]"); Other than the look, it's in no way different from the regular formula, it can be evaluated, drawn, etc. The option is to store or not to store the data If you don't want to store the data, choose "" for the option, or run StoreData(kFalse) member function after the constructor
Definition at line 327 of file TLinearFitter.cxx.
TLinearFitter::TLinearFitter | ( | const TLinearFitter & | tlf | ) |
Copy ctor.
Definition at line 360 of file TLinearFitter.cxx.
|
virtual |
Linear fitter cleanup.
Definition at line 416 of file TLinearFitter.cxx.
|
virtual |
Add another linear fitter to this linear fitter.
Points and Design matrices are added, but the previos fitting results (if any) are deleted. Fitters must have same formulas (this is not checked). Fixed parameters are not changed
Definition at line 507 of file TLinearFitter.cxx.
Adds 1 point to the fitter.
First parameter stands for the coordinates of the point, where the function is measured Second parameter - the value being fitted Third parameter - weight(measurement error) of this point (=1 by default)
Definition at line 556 of file TLinearFitter.cxx.
|
virtual |
Definition at line 718 of file TLinearFitter.cxx.
Add a point to the AtA matrix and to the Atb vector.
Definition at line 632 of file TLinearFitter.cxx.
|
virtual |
This function is to use when you already have all the data in arrays and don't want to copy them into the fitter.
In this function, the Use() method of TVectorD and TMatrixD is used, so no bytes are physically moved around. First parameter - number of points to fit Second parameter - number of variables in the model Third parameter - the variables of the model, stored in the following way: (x0(0), x1(0), x2(0), x3(0), x0(1), x1(1), x2(1), x3(1),...
Definition at line 594 of file TLinearFitter.cxx.
|
virtual |
Calculates the chisquare.
Definition at line 808 of file TLinearFitter.cxx.
Implements TVirtualFitter.
Definition at line 275 of file TLinearFitter.h.
Clears everything. Used in TH1::Fit and TGraph::Fit().
Implements TVirtualFitter.
Definition at line 742 of file TLinearFitter.cxx.
|
virtual |
To be used when different sets of points are fitted with the same formula.
Definition at line 782 of file TLinearFitter.cxx.
|
private |
Computes parameters' t-values and significance.
Definition at line 873 of file TLinearFitter.cxx.
Creates a p-subset to start ntotal - total number of points from which the subset is chosen.
Definition at line 2300 of file TLinearFitter.cxx.
|
private |
The CStep procedure, as described in the article.
Definition at line 2363 of file TLinearFitter.cxx.
|
virtual |
Perform the fit and evaluate the parameters Returns 0 if the fit is ok, 1 if there are errors.
Definition at line 885 of file TLinearFitter.cxx.
Finds the parameters of the fitted function in case data contains outliers.
Parameter h stands for the minimal fraction of good points in the dataset (h < 1, i.e. for 70% of good points take h=0.7). The default value of h*Npoints is (Npoints + Nparameters+1)/2 If the user provides a value of h smaller than above, default is taken See class description for the algorithm details
Definition at line 2104 of file TLinearFitter.cxx.
To use in TGraph::Fit and TH1::Fit().
Implements TVirtualFitter.
Definition at line 1733 of file TLinearFitter.cxx.
Fixes paramter #ipar at its current value.
Implements TVirtualFitter.
Definition at line 1012 of file TLinearFitter.cxx.
Fixes parameter #ipar at value parvalue.
Definition at line 1035 of file TLinearFitter.cxx.
Get the Atb vector - a vector, used for internal computations.
Definition at line 1075 of file TLinearFitter.cxx.
|
virtual |
Get the Chisquare.
Definition at line 1085 of file TLinearFitter.cxx.
|
virtual |
Computes point-by-point confidence intervals for the fitted function Parameters: n - number of points ndim - dimensions of points x - points, at which to compute the intervals, for ndim > 1 should be in order: (x0,y0, x1, y1, ...
xn, yn) ci - computed intervals are returned in this array cl - confidence level, default=0.95
NOTE, that this method can only be used when the fitting function inherits from a TF1, so it's not possible when the fitting function was set as a string or as a pure TFormula
Reimplemented from TVirtualFitter.
Definition at line 1108 of file TLinearFitter.cxx.
Computes confidence intervals at level cl.
Default is 0.95 The TObject parameter can be a TGraphErrors, a TGraph2DErrors or a TH123. For Graphs, confidence intervals are computed for each point, the value of the graph at that point is set to the function value at that point, and the graph y-errors (or z-errors) are set to the value of the confidence interval at that point For Histograms, confidence intervals are computed for each bin center The bin content of this bin is then set to the function value at the bin center, and the bin error is set to the confidence interval value. Allowed combinations: Fitted object Passed object TGraph TGraphErrors, TH1 TGraphErrors, AsymmErrors TGraphErrors, TH1 TH1 TGraphErrors, TH1 TGraph2D TGraph2DErrors, TH2 TGraph2DErrors TGraph2DErrors, TH2 TH2 TGraph2DErrors, TH2 TH3 TH3
Reimplemented from TVirtualFitter.
Definition at line 1159 of file TLinearFitter.cxx.
|
virtual |
Returns covariance matrix.
Implements TVirtualFitter.
Definition at line 1308 of file TLinearFitter.cxx.
Returns covariance matrix.
Definition at line 1317 of file TLinearFitter.cxx.
Implements TVirtualFitter.
Definition at line 247 of file TLinearFitter.h.
Returns the internal design matrix.
Definition at line 1328 of file TLinearFitter.cxx.
Returns parameter errors.
Definition at line 1339 of file TLinearFitter.cxx.
|
inlinevirtual |
Implements TVirtualFitter.
Definition at line 276 of file TLinearFitter.h.
For robust lts fitting, returns the sample, on which the best fit was based.
Definition at line 1438 of file TLinearFitter.cxx.
|
inlinevirtual |
Definition at line 252 of file TLinearFitter.h.
|
inlinevirtual |
Implements TVirtualFitter.
Definition at line 251 of file TLinearFitter.h.
|
inlinevirtual |
Implements TVirtualFitter.
Definition at line 250 of file TLinearFitter.h.
Implements TVirtualFitter.
Definition at line 254 of file TLinearFitter.h.
|
virtual |
Returns the value and the name of the parameter #ipar NB: In the calling function the argument name must be set large enough.
Implements TVirtualFitter.
Definition at line 1364 of file TLinearFitter.cxx.
Returns parameter values.
Definition at line 1352 of file TLinearFitter.cxx.
Returns the error of parameter #ipar.
Implements TVirtualFitter.
Definition at line 1382 of file TLinearFitter.cxx.
|
virtual |
Returns name of parameter #ipar.
Implements TVirtualFitter.
Definition at line 1396 of file TLinearFitter.cxx.
Returns the significance of parameter #ipar.
Definition at line 1424 of file TLinearFitter.cxx.
Returns the t-value for parameter #ipar.
Definition at line 1410 of file TLinearFitter.cxx.
|
inlinevirtual |
Implements TVirtualFitter.
Definition at line 278 of file TLinearFitter.h.
Implements TVirtualFitter.
Definition at line 279 of file TLinearFitter.h.
|
inlinevirtual |
Definition at line 261 of file TLinearFitter.h.
Minimisation function for a TGraph2D.
Definition at line 1839 of file TLinearFitter.cxx.
Used in TGraph::Fit().
Definition at line 1777 of file TLinearFitter.cxx.
|
private |
Minimization function for H1s using a Chisquare method.
Definition at line 1983 of file TLinearFitter.cxx.
Implements TVirtualFitter.
Definition at line 262 of file TLinearFitter.h.
|
private |
Definition at line 2524 of file TLinearFitter.cxx.
|
virtual |
Merge objects in list.
Definition at line 1452 of file TLinearFitter.cxx.
Minimisation function for a TMultiGraph.
Definition at line 1912 of file TLinearFitter.cxx.
TLinearFitter & TLinearFitter::operator= | ( | const TLinearFitter & | tlf | ) |
Assignment operator.
Definition at line 436 of file TLinearFitter.cxx.
divides the elements into approximately equal subgroups number of elements in each subgroup is stored in indsubdat number of subgroups is returned
Definition at line 2563 of file TLinearFitter.cxx.
Level = 3 (to be consistent with minuit) prints parameters and parameter errors.
Implements TVirtualFitter.
Definition at line 1757 of file TLinearFitter.cxx.
Draws ngroup nonoverlapping subdatasets out of a dataset of size n such that the selected case numbers are uniformly distributed from 1 to n.
Definition at line 2615 of file TLinearFitter.cxx.
Releases parameter #ipar.
Implements TVirtualFitter.
Definition at line 1057 of file TLinearFitter.cxx.
set the basis functions in case the fitting function is not set directly The TLinearFitter will manage and delete the functions contained in the list
Definition at line 1471 of file TLinearFitter.cxx.
set the number of dimensions
Definition at line 1511 of file TLinearFitter.cxx.
|
inlinevirtual |
Implements TVirtualFitter.
Definition at line 280 of file TLinearFitter.h.
|
virtual |
Additive parts should be separated by "++".
Examples (ai are parameters to fit): 1.fitting function: a0*x0 + a1*x1 + a2*x2 input formula "x[0]++x[1]++x[2]" 2.TMath functions can be used: fitting function: a0*TMath::Gaus(x, 0, 1) + a1*y input formula: "TMath::Gaus(x, 0, 1)++y" fills the array of functions
Definition at line 1532 of file TLinearFitter.cxx.
Set the fitting function.
Definition at line 1651 of file TLinearFitter.cxx.
|
inlinevirtual |
Implements TVirtualFitter.
Definition at line 281 of file TLinearFitter.h.
Definition at line 270 of file TLinearFitter.h.
|
virtual |
Update the design matrix after the formula has been changed.
Definition at line 1718 of file TLinearFitter.cxx.
|
private |
Definition at line 171 of file TLinearFitter.h.
|
private |
Definition at line 172 of file TLinearFitter.h.
|
private |
temporary vector, used for num.stability
Definition at line 173 of file TLinearFitter.h.
|
private |
Definition at line 174 of file TLinearFitter.h.
|
private |
Definition at line 196 of file TLinearFitter.h.
|
private |
Definition at line 166 of file TLinearFitter.h.
|
private |
Definition at line 167 of file TLinearFitter.h.
|
private |
temporary matrix, used for num.stability
Definition at line 168 of file TLinearFitter.h.
|
private |
Definition at line 169 of file TLinearFitter.h.
|
private |
Definition at line 182 of file TLinearFitter.h.
|
private |
Definition at line 200 of file TLinearFitter.h.
|
private |
Definition at line 202 of file TLinearFitter.h.
|
private |
Definition at line 193 of file TLinearFitter.h.
|
private |
Definition at line 188 of file TLinearFitter.h.
|
private |
map of basis functions and formula
Definition at line 177 of file TLinearFitter.h.
Definition at line 176 of file TLinearFitter.h.
|
private |
Definition at line 198 of file TLinearFitter.h.
|
private |
Definition at line 183 of file TLinearFitter.h.
|
private |
Definition at line 194 of file TLinearFitter.h.
|
private |
Definition at line 189 of file TLinearFitter.h.
|
private |
Definition at line 190 of file TLinearFitter.h.
|
private |
Definition at line 187 of file TLinearFitter.h.
|
private |
temporary
Definition at line 186 of file TLinearFitter.h.
|
private |
Definition at line 162 of file TLinearFitter.h.
|
private |
Definition at line 163 of file TLinearFitter.h.
|
private |
Definition at line 165 of file TLinearFitter.h.
|
private |
Definition at line 199 of file TLinearFitter.h.
|
private |
Definition at line 191 of file TLinearFitter.h.
|
private |
Definition at line 195 of file TLinearFitter.h.
|
private |
Definition at line 164 of file TLinearFitter.h.
|
private |
Definition at line 184 of file TLinearFitter.h.
|
private |
temporary variable used for num.stability
Definition at line 181 of file TLinearFitter.h.
|
private |
Definition at line 178 of file TLinearFitter.h.
|
private |
Definition at line 179 of file TLinearFitter.h.
|
private |
Definition at line 180 of file TLinearFitter.h.