root/Minuit2/FumiliChi2FCN.h

0001 // @(#)root/minuit2:$Id$
0002 // Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
0003
0004 /**********************************************************************
0005  *                                                                    *
0006  * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
0007  *                                                                    *
0008  **********************************************************************/
0009
0010 #ifndef ROOT_Minuit2_FumiliChi2FCN
0011 #define ROOT_Minuit2_FumiliChi2FCN
0012
0013 #include "FumiliFCNBase.h"
0014 #include <vector>
0015 #include "Minuit2/ParametricFunction.h"
0016
0017 namespace ROOT {
0018
0019 namespace Minuit2 {
0020
0021 /**
0022
0023 Extension of the FCNBase for the Fumili method. Fumili applies only to
0024 minimization problems used for fitting. The method is based on a
0025 linearization of the model function negleting second derivatives.
0026 User needs to provide the model function. The figure-of-merit describing
0027 the difference between the model function and the actual measurements in
0028 the case of chi-square is the sum of the squares of the figures-of-merit
0029 calculated for each measurement point, which is implemented by the
0030 operator() member function. The user still has to implement the calculation
0031 of the individual figures-of-merit (which in the majority of the cases
0032 will be the (measured Value - the Value predicted by the model)/standard deviation
0033 implemented by the FumiliStandardChi2FCN;
0034 however this form can become more complicated (see for an example Numerical Recipes'
0035 section on "Straight-Line Data with Errors in Both Coordinates")).
0036
0037
0038 @author Andras Zsenei and Lorenzo Moneta, Creation date: 24 Aug 2004
0039
0040 @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization,
0041 section 5
0042
0043 @see FumiliStandardChi2FCN
0044
0045 @ingroup Minuit
0046
0047 */
0048
0049 class FumiliChi2FCN : public FumiliFCNBase {
0050
0051 public:
0052    FumiliChi2FCN() {}
0053
0054    ~FumiliChi2FCN() override {}
0055
0056    /**
0057
0058    Sets the model function for the data (for example gaussian+linear for a peak)
0059
0060    @param modelFCN a reference to the model function.
0061
0062    */
0063
0064    void SetModelFunction(const ParametricFunction &modelFCN) { fModelFunction = &modelFCN; }
0065
0066    /**
0067
0068    Returns the model function used for the data.
0069
0070    @return Returns a pointer to the model function.
0071
0072    */
0073
0074    const ParametricFunction *ModelFunction() const { return fModelFunction; }
0075
0076    /**
0077
0078    Evaluates the model function for the different measurement points and
0079    the Parameter values supplied, calculates a figure-of-merit for each
0080    measurement and returns a vector containing the result of this
0081    evaluation.
0082
0083    @param par vector of Parameter values to feed to the model function.
0084
0085    @return A vector containing the figures-of-merit for the model function evaluated
0086    for each set of measurements.
0087
0088    */
0089
0090    virtual std::vector<double> Elements(const std::vector<double> &par) const = 0;
0091
0092    /**
0093
0094    Accessor to the parameters of a given measurement. For example in the
0095    case of a chi-square fit with a one-dimensional Gaussian, the Parameter
0096    characterizing the measurement will be the position. It is the Parameter
0097    that is passed to the model function.
0098
0099    @param Index Index of the measueremnt the parameters of which to return
0100    @return A reference to a vector containing the values characterizing a measurement
0101
0102    */
0103
0104    virtual const std::vector<double> &GetMeasurement(int Index) const = 0;
0105
0106    /**
0107
0108    Accessor to the number of measurements used for calculating the
0109    present figure of merit.
0110
0111    @return the number of measurements
0112
0113    */
0114
0115    virtual int GetNumberOfMeasurements() const = 0;
0116
0117    /**
0118
0119    Calculates the sum of Elements squared, ie the chi-square. The user must
0120    implement in a class which inherits from FumiliChi2FCN the member function
0121    Elements() which will supply the Elements for the sum.
0122
0123
0124    @param par vector containing the Parameter values for the model function
0125
0126    @return The sum of Elements squared
0127
0128    @see FumiliFCNBase#elements
0129
0130    */
0131
0132    double operator()(const std::vector<double> &par) const override
0133    {
0134
0135       double chiSquare = 0.0;
0136       std::vector<double> vecElements = Elements(par);
0137       unsigned int vecElementsSize = vecElements.size();
0138
0139       for (unsigned int i = 0; i < vecElementsSize; ++i)
0140          chiSquare += vecElements[i] * vecElements[i];
0141
0142       return chiSquare;
0143    }
0144
0145    /**
0146
0147    !!!!!!!!!!!! to be commented
0148
0149    */
0150
0151    double Up() const override { return 1.0; }
0152
0153 private:
0154    // A pointer to the model function which describes the data
0155    const ParametricFunction *fModelFunction = nullptr;
0156 };
0157
0158 } // namespace Minuit2
0159
0160 } // namespace ROOT
0161
0162 #endif // ROOT_Minuit2_FumiliChi2FCN