root/Minuit2/FumiliStandardChi2FCN.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_FumiliStandardChi2FCN
0011 #define ROOT_Minuit2_FumiliStandardChi2FCN
0012
0013 #include "Minuit2/FumiliChi2FCN.h"
0014 #include "Minuit2/ParametricFunction.h"
0015
0016 #include <ROOT/RSpan.hxx>
0017
0018 #include <cassert>
0019 #include <vector>
0020 #include <cmath>
0021
0022 namespace ROOT {
0023
0024 namespace Minuit2 {
0025
0026 /**
0027
0028 Class implementing the standard chi square function, which
0029 is the sum of the squares of the figures-of-merit calculated for each measurement
0030 point, the individual figures-of-merit being: (the Value predicted by the
0031 model-measured Value)/standard deviation.
0032
0033 @author Andras Zsenei and Lorenzo Moneta, Creation date: 31 Aug 2004
0034
0035 @see FumiliChi2FCN
0036
0037 @ingroup Minuit
0038
0039 \todo nice formula for the documentation...
0040
0041 */
0042
0043 class FumiliStandardChi2FCN : public FumiliChi2FCN {
0044
0045 public:
0046    /**
0047
0048    Constructor which initializes chi square function for one-dimensional model function
0049
0050    @param modelFCN the model function used for describing the data.
0051
0052    @param meas vector containing the measured values.
0053
0054    @param pos vector containing the x values corresponding to the
0055    measurements
0056
0057    @param mvar vector containing the variances corresponding to each
0058    measurement (where the variance equals the standard deviation squared).
0059    If the variances are zero, a Value of 1 is used (as it is done in ROOT/PAW)
0060
0061    */
0062
0063    FumiliStandardChi2FCN(const ParametricFunction &modelFCN, std::span<const double> meas,
0064                          std::span<const double> pos, std::span<const double> mvar)
0065    { // this->fModelFCN = &modelFunction;
0066       this->SetModelFunction(modelFCN);
0067
0068       assert(meas.size() == pos.size());
0069       assert(meas.size() == mvar.size());
0070       fMeasurements.assign(meas.begin(), meas.end());
0071       std::vector<double> x(1);
0072       unsigned int n = mvar.size();
0073       fPositions.reserve(n);
0074       // correct for variance == 0
0075       fInvErrors.resize(n);
0076       for (unsigned int i = 0; i < n; ++i) {
0077          x[0] = pos[i];
0078          fPositions.push_back(x);
0079          // PAW/ROOT hack : use 1 for 0 entries bins
0080          if (mvar[i] == 0)
0081             fInvErrors[i] = 1;
0082          else
0083             fInvErrors[i] = 1.0 / std::sqrt(mvar[i]);
0084       }
0085    }
0086
0087    /**
0088
0089    Constructor which initializes the multi-dimensional model function.
0090
0091    @param modelFCN the model function used for describing the data.
0092
0093    @param meas vector containing the measured values.
0094
0095    @param pos vector containing the x values corresponding to the
0096    measurements
0097
0098    @param mvar vector containing the variances corresponding to each
0099    measurement (where the variance equals the standard deviation squared).
0100    If the variances are zero, a Value of 1 is used (as it is done in ROOT/PAW)
0101
0102    */
0103
0104    FumiliStandardChi2FCN(const ParametricFunction &modelFCN, std::span<const double> meas,
0105                          std::span<const std::vector<double>> pos, std::span<const double> mvar)
0106    { // this->fModelFCN = &modelFunction;
0107       this->SetModelFunction(modelFCN);
0108
0109       assert(meas.size() == pos.size());
0110       assert(meas.size() == mvar.size());
0111       fMeasurements.assign(meas.begin(), meas.end());
0112       fPositions.assign(pos.begin(), pos.end());
0113       // correct for variance == 0
0114       unsigned int n = mvar.size();
0115       fInvErrors.resize(n);
0116       for (unsigned int i = 0; i < n; ++i) {
0117          // PAW/ROOT hack : use 1 for 0 entries bins
0118          if (mvar[i] == 0)
0119             fInvErrors[i] = 1;
0120          else
0121             fInvErrors[i] = 1.0 / std::sqrt(mvar[i]);
0122       }
0123    }
0124
0125    /**
0126
0127    Evaluates the model function for the different measurement points and
0128    the Parameter values supplied, calculates a figure-of-merit for each
0129    measurement and returns a vector containing the result of this
0130    evaluation. The figure-of-merit is (Value predicted by the model
0131    function-measured Value)/standard deviation.
0132
0133    @param par vector of Parameter values to feed to the model function.
0134
0135    @return A vector containing the figures-of-merit for the model function evaluated
0136    for each set of measurements.
0137
0138    \todo What to do when the variances are 0???!! (right now just pushes back 0...)
0139
0140    */
0141
0142    std::vector<double> Elements(std::vector<double> const &par) const override;
0143
0144    /**
0145
0146    Accessor to the position of the measurement (x coordinate).
0147
0148    @param Index Index of the measuerement the position of which to return.
0149
0150    @return the position of the measurement.
0151
0152    */
0153
0154    const std::vector<double> &GetMeasurement(int Index) const override;
0155
0156    /**
0157
0158    Accessor to the number of measurements used for calculating
0159    the chi-square.
0160
0161    @return the number of measurements.
0162
0163    */
0164
0165    int GetNumberOfMeasurements() const override;
0166
0167    /**
0168
0169    Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p
0170    The result is cached inside and is return from the FumiliFCNBase::Value ,  FumiliFCNBase::Gradient and
0171    FumiliFCNBase::Hessian methods
0172
0173    @param par vector of parameters
0174
0175    **/
0176
0177    void EvaluateAll(std::vector<double> const &par) override;
0178
0179 private:
0180    std::vector<double> fMeasurements;
0181    // support multi dim coordinates
0182    std::vector<std::vector<double>> fPositions;
0183    std::vector<double> fInvErrors;
0184 };
0185
0186 } // namespace Minuit2
0187
0188 } // namespace ROOT
0189
0190 #endif // ROOT_Minuit2_FumiliStandardChi2FCN