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    /**
0052
0053    Sets the model function for the data (for example gaussian+linear for a peak)
0054
0055    @param modelFCN a reference to the model function.
0056
0057    */
0058
0059    void SetModelFunction(const ParametricFunction &modelFCN) { fModelFunction = &modelFCN; }
0060
0061    /**
0062
0063    Returns the model function used for the data.
0064
0065    @return Returns a pointer to the model function.
0066
0067    */
0068
0069    const ParametricFunction *ModelFunction() const { return fModelFunction; }
0070
0071    /**
0072
0073    Evaluates the model function for the different measurement points and
0074    the Parameter values supplied, calculates a figure-of-merit for each
0075    measurement and returns a vector containing the result of this
0076    evaluation.
0077
0078    @param par vector of Parameter values to feed to the model function.
0079
0080    @return A vector containing the figures-of-merit for the model function evaluated
0081    for each set of measurements.
0082
0083    */
0084
0085    virtual std::vector<double> Elements(std::vector<double> const &par) const = 0;
0086
0087    /**
0088
0089    Accessor to the parameters of a given measurement. For example in the
0090    case of a chi-square fit with a one-dimensional Gaussian, the Parameter
0091    characterizing the measurement will be the position. It is the Parameter
0092    that is passed to the model function.
0093
0094    @param Index Index of the measueremnt the parameters of which to return
0095    @return A vector containing the values characterizing a measurement
0096
0097    */
0098
0099    virtual const std::vector<double> &GetMeasurement(int Index) const = 0;
0100
0101    /**
0102
0103    Accessor to the number of measurements used for calculating the
0104    present figure of merit.
0105
0106    @return the number of measurements
0107
0108    */
0109
0110    virtual int GetNumberOfMeasurements() const = 0;
0111
0112    /**
0113
0114    Calculates the function for the maximum likelihood method. The user must
0115    implement in a class which inherits from FumiliChi2FCN the member function
0116    Elements() which will supply the Elements for the sum.
0117
0118
0119    @param par vector containing the Parameter values for the model function
0120
0121    @return The sum of the natural logarithm of the Elements multiplied by -1
0122
0123    @see FumiliFCNBase#elements
0124
0125    */
0126
0127    double operator()(std::vector<double> const &par) const override
0128    {
0129
0130       double sumoflogs = 0.0;
0131       std::vector<double> vecElements = Elements(par);
0132       unsigned int vecElementsSize = vecElements.size();
0133
0134       for (unsigned int i = 0; i < vecElementsSize; ++i) {
0135          double tmp = vecElements[i];
0136          // for max likelihood probability have to be positive
0137          assert(tmp >= 0);
0138          sumoflogs -= ROOT::Math::Util::EvalLog(tmp);
0139          // std::cout << " i " << tmp << " likelihood " << sumoflogs << std::endl;
0140       }
0141
0142       return sumoflogs;
0143    }
0144
0145    /**
0146
0147    !!!!!!!!!!!! to be commented
0148
0149    */
0150
0151    double Up() const override { return 0.5; }
0152
0153 private:
0154    // A pointer to the model function which describes the data
0155    const ParametricFunction *fModelFunction;
0156 };
0157
0158 } // namespace Minuit2
0159
0160 } // namespace ROOT
0161
0162 #endif // ROOT_Minuit2_FumiliMaximumLikelihoodFCN