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    /**
0053
0054    Sets the model function for the data (for example gaussian+linear for a peak)
0055
0056    @param modelFCN a reference to the model function.
0057
0058    */
0059
0060    void SetModelFunction(const ParametricFunction &modelFCN) { fModelFunction = &modelFCN; }
0061
0062    /**
0063
0064    Returns the model function used for the data.
0065
0066    @return Returns a pointer to the model function.
0067
0068    */
0069
0070    const ParametricFunction *ModelFunction() const { return fModelFunction; }
0071
0072    /**
0073
0074    Evaluates the model function for the different measurement points and
0075    the Parameter values supplied, calculates a figure-of-merit for each
0076    measurement and returns a vector containing the result of this
0077    evaluation.
0078
0079    @param par vector of Parameter values to feed to the model function.
0080
0081    @return A vector containing the figures-of-merit for the model function evaluated
0082    for each set of measurements.
0083
0084    */
0085
0086    virtual std::vector<double> Elements(std::vector<double> const &par) const = 0;
0087
0088    /**
0089
0090    Accessor to the parameters of a given measurement. For example in the
0091    case of a chi-square fit with a one-dimensional Gaussian, the Parameter
0092    characterizing the measurement will be the position. It is the Parameter
0093    that is passed to the model function.
0094
0095    @param Index Index of the measueremnt the parameters of which to return
0096    @return A reference to a vector containing the values characterizing a measurement
0097
0098    */
0099
0100    virtual const std::vector<double> &GetMeasurement(int Index) const = 0;
0101
0102    /**
0103
0104    Accessor to the number of measurements used for calculating the
0105    present figure of merit.
0106
0107    @return the number of measurements
0108
0109    */
0110
0111    virtual int GetNumberOfMeasurements() const = 0;
0112
0113    /**
0114
0115    Calculates the sum of Elements squared, ie the chi-square. The user must
0116    implement in a class which inherits from FumiliChi2FCN the member function
0117    Elements() which will supply the Elements for the sum.
0118
0119
0120    @param par vector containing the Parameter values for the model function
0121
0122    @return The sum of Elements squared
0123
0124    @see FumiliFCNBase#elements
0125
0126    */
0127
0128    double operator()(std::vector<double> const &par) const override
0129    {
0130
0131       double chiSquare = 0.0;
0132       std::vector<double> vecElements = Elements(par);
0133       unsigned int vecElementsSize = vecElements.size();
0134
0135       for (unsigned int i = 0; i < vecElementsSize; ++i)
0136          chiSquare += vecElements[i] * vecElements[i];
0137
0138       return chiSquare;
0139    }
0140
0141    /**
0142
0143    !!!!!!!!!!!! to be commented
0144
0145    */
0146
0147    double Up() const override { return 1.0; }
0148
0149 private:
0150    // A pointer to the model function which describes the data
0151    const ParametricFunction *fModelFunction = nullptr;
0152 };
0153
0154 } // namespace Minuit2
0155
0156 } // namespace ROOT
0157
0158 #endif // ROOT_Minuit2_FumiliChi2FCN