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478
src/classes/PFitter.cpp
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478
src/classes/PFitter.cpp
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/***************************************************************************
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PFitter.cpp
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Author: Andreas Suter
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e-mail: andreas.suter@psi.ch
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$Id$
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***************************************************************************/
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/***************************************************************************
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* Copyright (C) 2007 by Andreas Suter *
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* andreas.suter@psi.c *
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* *
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* This program is free software; you can redistribute it and/or modify *
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* it under the terms of the GNU General Public License as published by *
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* the Free Software Foundation; either version 2 of the License, or *
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* (at your option) any later version. *
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* *
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* This program is distributed in the hope that it will be useful, *
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* but WITHOUT ANY WARRANTY; without even the implied warranty of *
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the *
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* GNU General Public License for more details. *
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* *
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* You should have received a copy of the GNU General Public License *
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* along with this program; if not, write to the *
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* Free Software Foundation, Inc., *
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* 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. *
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***************************************************************************/
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#include <iostream>
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using namespace std;
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#include "Minuit2/FunctionMinimum.h"
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#include "Minuit2/MnMinimize.h"
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#include "Minuit2/MnMigrad.h"
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#include "Minuit2/MnMinos.h"
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#include "Minuit2/MnSimplex.h"
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#include "PFitter.h"
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//--------------------------------------------------------------------------
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// Constructor
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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* \param runInfo
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* \param runListCollection
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*/
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PFitter::PFitter(PMsrHandler *runInfo, PRunListCollection *runListCollection) :
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fRunInfo(runInfo)
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{
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fUseChi2 = true; // chi^2 is the default
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fParams = *(runInfo->GetMsrParamList());
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fCmdLines = *runInfo->GetMsrCommands();
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// init class variables
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fFitterFcn = 0;
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fFcnMin = 0;
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// check msr minuit commands
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if (!CheckCommands()) {
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return;
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}
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// create fit function object
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fFitterFcn = new PFitterFcn(runListCollection, fUseChi2);
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if (!fFitterFcn) {
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fIsValid = false;
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return;
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}
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}
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//--------------------------------------------------------------------------
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// Destructor
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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PFitter::~PFitter()
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{
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fCmdList.clear();
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if (fFitterFcn) {
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delete fFitterFcn;
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fFitterFcn = 0;
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}
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}
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//--------------------------------------------------------------------------
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// DoFit
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::DoFit()
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{
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if (fUseChi2)
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cout << endl << "Chi Square fit will be executed" << endl;
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else
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cout << endl << "Maximum Likelihood fit will be executed" << endl;
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// feed minuit parameters
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SetParameters();
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bool status;
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for (unsigned int i=0; i<fCmdList.size(); i++) {
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switch (fCmdList[i]) {
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case PMN_INTERACTIVE:
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break;
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case PMN_CONTOURS:
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break;
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case PMN_EIGEN:
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break;
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case PMN_HESSE:
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break;
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case PMN_MACHINE_PRECISION:
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break;
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case PMN_MIGRAD:
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status = ExecuteMigrad();
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break;
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case PMN_MINIMIZE:
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status = ExecuteMinimize();
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break;
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case PMN_MINOS:
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status = ExecuteMinos();
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break;
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case PMN_PLOT:
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break;
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case PMN_SAVE:
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status = ExecuteSave();
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break;
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case PMN_SCAN:
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break;
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case PMN_SIMPLEX:
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status = ExecuteSimplex();
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break;
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case PMN_USER_COVARIANCE:
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break;
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case PMN_USER_PARAM_STATE:
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break;
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case PMN_PRINT:
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break;
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default:
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cout << endl << "**PANIC ERROR**: PFitter::DoFit(): You should never have reached this point" << endl;
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exit(0);
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break;
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}
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}
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return true;
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}
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//--------------------------------------------------------------------------
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// CheckCommands
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::CheckCommands()
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{
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fIsValid = true;
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PMsrLines::iterator it;
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for (it = fCmdLines.begin(); it != fCmdLines.end(); ++it) {
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it->fLine.ToUpper();
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if (it->fLine.Contains("COMMANDS")) {
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continue;
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} else if (it->fLine.Contains("SET BATCH")) { // needed for backward compatibility
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continue;
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} else if (it->fLine.Contains("END RETURN")) { // needed for backward compatibility
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continue;
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} else if (it->fLine.Contains("CHI_SQUARE")) {
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fUseChi2 = true;
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} else if (it->fLine.Contains("MAX_LIKELYHOOD")) {
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fUseChi2 = false;
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} else if (it->fLine.Contains("INTERACTIVE")) {
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fCmdList.push_back(PMN_INTERACTIVE);
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} else if (it->fLine.Contains("CONTOURS")) {
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fCmdList.push_back(PMN_CONTOURS);
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} else if (it->fLine.Contains("EIGEN")) {
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fCmdList.push_back(PMN_EIGEN);
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} else if (it->fLine.Contains("HESSE")) {
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fCmdList.push_back(PMN_HESSE);
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} else if (it->fLine.Contains("MACHINE_PRECISION")) {
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fCmdList.push_back(PMN_MACHINE_PRECISION);
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} else if (it->fLine.Contains("MIGRAD")) {
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fCmdList.push_back(PMN_MIGRAD);
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} else if (it->fLine.Contains("MINIMIZE")) {
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fCmdList.push_back(PMN_MINIMIZE);
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} else if (it->fLine.Contains("MINOS")) {
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fCmdList.push_back(PMN_MINOS);
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} else if (it->fLine.Contains("PLOT")) {
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fCmdList.push_back(PMN_PLOT);
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} else if (it->fLine.Contains("SAVE")) {
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fCmdList.push_back(PMN_SAVE);
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} else if (it->fLine.Contains("SCAN")) {
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fCmdList.push_back(PMN_SCAN);
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} else if (it->fLine.Contains("SIMPLEX")) {
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fCmdList.push_back(PMN_SIMPLEX);
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} else if (it->fLine.Contains("STRATEGY")) {
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fCmdList.push_back(PMN_STRATEGY);
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} else if (it->fLine.Contains("USER_COVARIANCE")) {
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fCmdList.push_back(PMN_USER_COVARIANCE);
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} else if (it->fLine.Contains("USER_PARAM_STATE")) {
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fCmdList.push_back(PMN_USER_PARAM_STATE);
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} else if (it->fLine.Contains("PRINT")) {
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fCmdList.push_back(PMN_PRINT);
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} else { // unkown command
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cout << endl << "FATAL ERROR:";
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cout << endl << "PFitter::CheckCommands(): In line " << it->fLineNo << " an unkown command is found:";
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cout << endl << " " << it->fLine.Data();
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cout << endl << "Will stop ...";
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cout << endl;
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fIsValid = false;
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}
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}
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return fIsValid;
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}
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//--------------------------------------------------------------------------
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// SetParameters
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::SetParameters()
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{
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PMsrParamList::iterator it;
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for (it = fParams.begin(); it != fParams.end(); ++it) {
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// check if parameter is fixed
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if (it->fStep == 0.0) { // add fixed parameter
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fMnUserParams.Add(it->fName.Data(), it->fValue);
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} else { // add free parameter
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// check if boundaries are given
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if (it->fNoOfParams > 5) { // boundaries given
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fMnUserParams.Add(it->fName.Data(), it->fValue, it->fStep, it->fLowerBoundary, it->fUpperBoundary);
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} else { // no boundaries given
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fMnUserParams.Add(it->fName.Data(), it->fValue, it->fStep);
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}
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}
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}
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return true;
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}
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//--------------------------------------------------------------------------
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// ExecuteMigrad
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::ExecuteMigrad()
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{
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cout << "PFitter::ExecuteMigrad(): will call migrad ..." << endl;
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// if already some minimization is done use the minuit2 output as input
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if (fFcnMin)
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fMnUserParams = fFcnMin->UserParameters();
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// create migrad object
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ROOT::Minuit2::MnMigrad migrad((*fFitterFcn), fMnUserParams);
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// minimize
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ROOT::Minuit2::FunctionMinimum min = migrad();
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if (!min.IsValid()) {
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cout << endl << "**WARNING**: PFitter::ExecuteMigrad(): Fit did not converge, sorry ...";
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return false;
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}
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// keep FunctionMinimum object
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if (fFcnMin) { // fFcnMin exist hence clean up first
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delete fFcnMin;
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}
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fFcnMin = new ROOT::Minuit2::FunctionMinimum(min);
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// fill run info
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for (unsigned int i=0; i<fParams.size(); i++) {
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fRunInfo->SetMsrParamValue(i, min.UserState().Value(i));
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fRunInfo->SetMsrParamStep(i, min.UserState().Error(i));
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}
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// handle statistics
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double minVal = min.Fval();
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unsigned int ndf = fFitterFcn->GetTotalNoOfFittedBins();
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// subtract number of varied parameters from total no of fitted bins -> ndf
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for (unsigned int i=0; i<fParams.size(); i++) {
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if (min.UserState().Error(i) != 0.0)
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ndf -= 1;
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}
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// feed run info with new statistics info
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fRunInfo->SetMsrStatisticMin(minVal);
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fRunInfo->SetMsrStatisticNdf(ndf);
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return true;
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}
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//--------------------------------------------------------------------------
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// ExecuteMinimize
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::ExecuteMinimize()
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{
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cout << "PFitter::ExecuteMinimize(): will call minimize ..." << endl;
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// if already some minimization is done use the minuit2 output as input
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if (fFcnMin)
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fMnUserParams = fFcnMin->UserParameters();
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// create minimizer object
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ROOT::Minuit2::MnMinimize minimize((*fFitterFcn), fMnUserParams);
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// minimize
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ROOT::Minuit2::FunctionMinimum min = minimize();
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if (!min.IsValid()) {
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cout << endl << "**WARNING**: PFitter::ExecuteMinimize(): Fit did not converge, sorry ...";
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return false;
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}
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// keep FunctionMinimum object
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if (fFcnMin) { // fFcnMin exist hence clean up first
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delete fFcnMin;
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}
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fFcnMin = new ROOT::Minuit2::FunctionMinimum(min);
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// fill run info
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for (unsigned int i=0; i<fParams.size(); i++) {
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fRunInfo->SetMsrParamValue(i, min.UserState().Value(i));
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fRunInfo->SetMsrParamStep(i, min.UserState().Error(i));
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}
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// handle statistics
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double minVal = min.Fval();
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unsigned int ndf = fFitterFcn->GetTotalNoOfFittedBins();
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// subtract number of varied parameters from total no of fitted bins -> ndf
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for (unsigned int i=0; i<fParams.size(); i++) {
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if (min.UserState().Error(i) != 0.0)
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ndf -= 1;
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}
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// feed run info with new statistics info
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fRunInfo->SetMsrStatisticMin(minVal);
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fRunInfo->SetMsrStatisticNdf(ndf);
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return true;
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}
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//--------------------------------------------------------------------------
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// ExecuteMinos
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::ExecuteMinos()
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{
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cout << "PFitter::ExecuteMinos(): will call minos ..." << endl;
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// if already some minimization is done use the minuit2 output as input
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if (!fFcnMin) {
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cout << endl << "**ERROR**: MINOS musn't be called before any minimization (MINIMIZE/MIGRAD/SIMPLEX) is done!!";
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cout << endl;
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return false;
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}
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// check if minimum was valid
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if (!fFcnMin->IsValid()) {
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cout << endl << "**ERROR**: MINOS cannot started since the previews minimization faild :-(";
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cout << endl;
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return false;
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}
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fMnUserParams = fFcnMin->UserParameters();
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// make minos analysis
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ROOT::Minuit2::MnMinos minos((*fFitterFcn), (*fFcnMin));
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for (unsigned int i=0; i<fParams.size(); i++) {
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// only try to call minos if the parameter is not fixed!!
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if (fMnUserParams.Error(i) != 0) {
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// 1-sigma MINOS errors
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std::pair<double, double> err = minos(i);
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// fill msr-file structure
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fRunInfo->SetMsrParamStep(i, err.first);
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fRunInfo->SetMsrParamPosError(i, err.second);
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}
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}
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return true;
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}
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//--------------------------------------------------------------------------
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// ExecuteSave
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::ExecuteSave()
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{
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cout << "PFitter::ExecuteSave(): not yet implemented ..." << endl;
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// if any minimization was done, otherwise get out immediately
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if (!fFcnMin) {
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cout << endl << "PFitter::ExecuteSave(): nothing to be saved ...";
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return false;
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}
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return true;
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}
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//--------------------------------------------------------------------------
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// ExecuteSimplex
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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*/
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bool PFitter::ExecuteSimplex()
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{
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cout << "PFitter::ExecuteSimplex(): will call minimize ..." << endl;
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// if already some minimization is done use the minuit2 output as input
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if (fFcnMin)
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fMnUserParams = fFcnMin->UserParameters();
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// create minimizer object
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ROOT::Minuit2::MnSimplex simplex((*fFitterFcn), fMnUserParams);
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// minimize
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ROOT::Minuit2::FunctionMinimum min = simplex();
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if (!min.IsValid()) {
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cout << endl << "**WARNING**: PFitter::ExecuteSimplex(): Fit did not converge, sorry ...";
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return false;
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}
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// keep FunctionMinimum object
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if (fFcnMin) { // fFcnMin exist hence clean up first
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delete fFcnMin;
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}
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fFcnMin = new ROOT::Minuit2::FunctionMinimum(min);
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// fill run info
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for (unsigned int i=0; i<fParams.size(); i++) {
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fRunInfo->SetMsrParamValue(i, min.UserState().Value(i));
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fRunInfo->SetMsrParamStep(i, min.UserState().Error(i));
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}
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// handle statistics
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double minVal = min.Fval();
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unsigned int ndf = fFitterFcn->GetTotalNoOfFittedBins();
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// subtract number of varied parameters from total no of fitted bins -> ndf
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for (unsigned int i=0; i<fParams.size(); i++) {
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if (min.UserState().Error(i) != 0.0)
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ndf -= 1;
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}
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// feed run info with new statistics info
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fRunInfo->SetMsrStatisticMin(minVal);
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fRunInfo->SetMsrStatisticNdf(ndf);
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return true;
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}
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