Re: [ROOT] Convergence of minuit

From: Eddy Offermann (eddy@rentec.com)
Date: Tue Apr 29 2003 - 15:55:11 MEST


Hi Michael,

Difficult to give an answer to such a general question,but
maybe some interesting pointers:

1) Did you provide expressions for the derivatives of your objective
   function (chi2 in your case) wrt your fit parameters ?
   If not, it is worth trying. It will increase speed and maybe provide
   some more stability.
2) Are you fitting several parameters simultaneously ? If yes,
   try leaving one parameter free at a time. In your final step,
   where you have approached the minimum closer, you should leave
   all parameters free in order to get a reliable error estimation.
   
Eddy

> Dear rooters,
> I'm using TMinuit class with some complex theoretical function
> for minimization of chi2 for set of data points.
> Often I get following messages:
>   MIGRAD FAILS TO FIND IMPROVEMENT
>   MIGRAD TERMINATED WITHOUT CONVERGENCE.
> Changing of initial values and errors doesn't help.
> What can be done to avoid this problem?
> I'am interesting in parameter errors.
> But errors that minuit returns in this case are invalid.
> Thanks,
> 	Michael
> 
> 

Eddy A.J.M. Offermann
Renaissance Technologies Corp.
Route 25A, East Setauket NY 11733
e-mail: eddy@rentec.com
http://www.rentec.com



This archive was generated by hypermail 2b29 : Thu Jan 01 2004 - 17:50:11 MET