root/Minuit2/FumiliMaximumLikelihoodFCN.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_FumiliMaximumLikelihoodFCN
0011 #define ROOT_Minuit2_FumiliMaximumLikelihoodFCN
0012
0013 #include "FumiliFCNBase.h"
0014 #include "Minuit2/ParametricFunction.h"
0015 #include "Math/Util.h"
0016 #include <vector>
0017 #include <cassert>
0018
0019 namespace ROOT {
0020
0021 namespace Minuit2 {
0022
0023 /**
0024
0025 Extension of the FCNBase for the Fumili method. Fumili applies only to
0026 minimization problems used for fitting. The method is based on a
0027 linearization of the model function negleting second derivatives.
0028 User needs to provide the model function. In this cased the function
0029 to be minimized is the sum of the logarithms of the model function
0030 for the different measurements times -1.
0031
0032
0033 @author Andras Zsenei and Lorenzo Moneta, Creation date: 3 Sep 2004
0034
0035 @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization,
0036 section 5
0037
0038 @see FumiliStandardMaximumLikelihoodFCN
0039
0040 @ingroup Minuit
0041
0042 \todo Insert a nice latex formula...
0043
0044 */
0045
0046 class FumiliMaximumLikelihoodFCN : public FumiliFCNBase {
0047
0048 public:
0049    FumiliMaximumLikelihoodFCN() {}
0050
0051    ~FumiliMaximumLikelihoodFCN() override {}
0052
0053    /**
0054
0055    Sets the model function for the data (for example gaussian+linear for a peak)
0056
0057    @param modelFCN a reference to the model function.
0058
0059    */
0060
0061    void SetModelFunction(const ParametricFunction &modelFCN) { fModelFunction = &modelFCN; }
0062
0063    /**
0064
0065    Returns the model function used for the data.
0066
0067    @return Returns a pointer to the model function.
0068
0069    */
0070
0071    const ParametricFunction *ModelFunction() const { return fModelFunction; }
0072
0073    /**
0074
0075    Evaluates the model function for the different measurement points and
0076    the Parameter values supplied, calculates a figure-of-merit for each
0077    measurement and returns a vector containing the result of this
0078    evaluation.
0079
0080    @param par vector of Parameter values to feed to the model function.
0081
0082    @return A vector containing the figures-of-merit for the model function evaluated
0083    for each set of measurements.
0084
0085    */
0086
0087    virtual std::vector<double> Elements(const std::vector<double> &par) const = 0;
0088
0089    /**
0090
0091    Accessor to the parameters of a given measurement. For example in the
0092    case of a chi-square fit with a one-dimensional Gaussian, the Parameter
0093    characterizing the measurement will be the position. It is the Parameter
0094    that is passed to the model function.
0095
0096    @param Index Index of the measueremnt the parameters of which to return
0097    @return A vector containing the values characterizing a measurement
0098
0099    */
0100
0101    virtual const std::vector<double> &GetMeasurement(int Index) const = 0;
0102
0103    /**
0104
0105    Accessor to the number of measurements used for calculating the
0106    present figure of merit.
0107
0108    @return the number of measurements
0109
0110    */
0111
0112    virtual int GetNumberOfMeasurements() const = 0;
0113
0114    /**
0115
0116    Calculates the function for the maximum likelihood method. The user must
0117    implement in a class which inherits from FumiliChi2FCN the member function
0118    Elements() which will supply the Elements for the sum.
0119
0120
0121    @param par vector containing the Parameter values for the model function
0122
0123    @return The sum of the natural logarithm of the Elements multiplied by -1
0124
0125    @see FumiliFCNBase#elements
0126
0127    */
0128
0129    double operator()(const std::vector<double> &par) const override
0130    {
0131
0132       double sumoflogs = 0.0;
0133       std::vector<double> vecElements = Elements(par);
0134       unsigned int vecElementsSize = vecElements.size();
0135
0136       for (unsigned int i = 0; i < vecElementsSize; ++i) {
0137          double tmp = vecElements[i];
0138          // for max likelihood probability have to be positive
0139          assert(tmp >= 0);
0140          sumoflogs -= ROOT::Math::Util::EvalLog(tmp);
0141          // std::cout << " i " << tmp << " likelihood " << sumoflogs << std::endl;
0142       }
0143
0144       return sumoflogs;
0145    }
0146
0147    /**
0148
0149    !!!!!!!!!!!! to be commented
0150
0151    */
0152
0153    double Up() const override { return 0.5; }
0154
0155 private:
0156    // A pointer to the model function which describes the data
0157    const ParametricFunction *fModelFunction;
0158 };
0159
0160 } // namespace Minuit2
0161
0162 } // namespace ROOT
0163
0164 #endif // ROOT_Minuit2_FumiliMaximumLikelihoodFCN