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84
src/tests/minuit2example/PGlobalChiSquare.cpp
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84
src/tests/minuit2example/PGlobalChiSquare.cpp
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/***************************************************************************
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PGlobalChiSquare.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.ch *
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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 <math.h>
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#include <iostream>
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#include "PGlobalChiSquare.h"
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namespace ROOT {
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namespace Minuit2 {
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//--------------------------------------------------------------------------
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/**
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* <p>
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*/
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PGlobalChiSquare::PGlobalChiSquare(PRunList &runList)
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{
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fRunList = runList;
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}
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//--------------------------------------------------------------------------
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/**
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* <p>
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*/
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PGlobalChiSquare::~PGlobalChiSquare()
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{
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}
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//--------------------------------------------------------------------------
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/**
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* <p>
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*
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* \param par
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*/
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double PGlobalChiSquare::operator()(const std::vector<double>& par) const
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{
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double chi2 = 0.0;
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double funcValue;
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double diff;
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// calculate chi2 for the given model
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for (unsigned int i=0; i<fRunList.size(); i++) { // run loop
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for (unsigned int j=0; j<fRunList[i].fTime.size(); j++) { // data loop
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funcValue = par[i]*exp(-par[2]*fRunList[i].fTime[j]); // par[i] since par[0] = ampl of run 0, etc.
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diff = funcValue - fRunList[i].fValue[j];
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chi2 += diff*diff/(fRunList[i].fError[j]*fRunList[i].fError[j]);
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}
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}
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return chi2;
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}
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} // namespace Minuit2
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} // namespace ROOT
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62
src/tests/minuit2example/PGlobalChiSquare.h
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62
src/tests/minuit2example/PGlobalChiSquare.h
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/***************************************************************************
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PGlobalChiSquare.h
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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.ch *
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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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#ifndef _PGLOBALCHISQUARE_H_
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#define _PGLOBALCHISQUARE_H_
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#include <vector>
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#include "Minuit2/FCNBase.h"
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#include "mn2test.h"
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namespace ROOT {
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namespace Minuit2 {
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class PGlobalChiSquare : public FCNBase
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{
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public:
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PGlobalChiSquare(PRunList &runList);
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~PGlobalChiSquare();
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double Up() const { return 1.0; }
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double operator()(const std::vector<double>&) const;
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private:
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PRunList fRunList;
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};
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} // namespace Minuit2
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} // namespace ROOT
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#endif // _PGLOBALCHISQUARE_H_
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157
src/tests/minuit2example/mn2test.cpp
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157
src/tests/minuit2example/mn2test.cpp
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/***************************************************************************
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mn2test.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.ch *
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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 <stdlib.h>
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#include <math.h>
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#include <iostream>
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#include <vector>
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#include "Minuit2/FunctionMinimum.h"
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#include "Minuit2/MnUserParameters.h"
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#include "Minuit2/MnMinimize.h"
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#include "Minuit2/MnMinos.h"
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#include "PGlobalChiSquare.h"
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#include "mn2test.h"
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using namespace ROOT::Minuit2;
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//----------------------------------------------------------------------------
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/**
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* <p>generates data for testing
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* model = ampl * exp(-lambda * t), where ampl is depending on the run, but
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* not lambda
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*/
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void generateData(PRunList &data)
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{
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PRun run;
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const unsigned int length = 100;
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double value;
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for (unsigned int i=0; i<2; i++) { // run loop
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for (unsigned int j=0; j<length; j++) { // data loop
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run.fTime.push_back((double)j/(double)length);
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value = (2*i+10)*exp(-1.7*(double)j/(double)length);
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value += 2.0*sqrt(value)*((double)random()/(double)RAND_MAX-0.5);
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run.fValue.push_back(value);
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run.fError.push_back(sqrt(value/4.0));
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}
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data.push_back(run);
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// clean up
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run.fTime.clear();
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run.fValue.clear();
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run.fError.clear();
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}
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}
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//----------------------------------------------------------------------------
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int main(int argc, char *argv[])
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{
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if (argc || argv);
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int success = 1;
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PRunList runs;
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generateData(runs);
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unsigned int max = 25;
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if (runs[0].fTime.size() < max)
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max = runs[0].fTime.size();
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for (unsigned int i=0; i<runs.size(); i++) { // run loop
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std::cout << std::endl << "run " << i;
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for (unsigned int j=0; j<max; j++) { // data loop
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std::cout << std::endl << runs[i].fTime[j] << ", " << runs[i].fValue[j] << ", " << runs[i].fError[j];
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}
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std::cout << std::endl;
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}
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PGlobalChiSquare chi2(runs); // chi2 object derived from ROOT::Minuit2::FCNBase
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// create parameters ---------------------------------
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MnUserParameters upar;
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// model = ampl_i * exp(-lambda * t), i = run no.
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upar.Add("ampl1", 10.0, 1.0); // ampl1
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upar.Add("ampl2", 12.0, 1.0); // ampl2
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upar.Add("lambda", 0.1, 0.01); // lambda
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// create minimizer ---------------------------------
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MnMinimize minimize(chi2, upar);
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// minimize
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FunctionMinimum min = minimize();
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if (min.IsValid()) {
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std::cout << std::endl << "minimize (MIGRAD/SIMPLEX) found minimum ...";
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} else {
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std::cout << std::endl << "minimize (MIGRAD/SIMPLEX) failed to find minimum ...";
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}
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std::cout << std::endl << "Chi2 = " << min.Fval()
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<< ", NDF = " << 2*runs[0].fTime.size()-3
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<< ", Chi2r = " << min.Fval()/((double)(2*runs[0].fTime.size()-3)) << std::endl;
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// make minos analysis
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MnMinos minos(chi2, min);
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// 1-sigma MINOS errors
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std::pair<double, double> e0 = minos(0);
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std::pair<double, double> e1 = minos(1);
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std::pair<double, double> e2 = minos(2);
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// print out parameters
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unsigned int i=0;
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std::cout << std::endl << "1-sigma minos errors:" << std::endl;
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i=0;
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std::cout << std::endl << upar.Name(i) << ": "
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<< min.UserState().Value(i) << " "
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<< e0.first << " "
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<< e0.second;
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i++;
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std::cout << std::endl << upar.Name(i) << ": "
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<< min.UserState().Value(i) << " "
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<< e1.first << " "
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<< e1.second;
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i++;
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std::cout << std::endl << upar.Name(i) << ": "
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<< min.UserState().Value(i) << " "
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<< e2.first << " "
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<< e2.second;
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std::cout << std::endl << std::endl;
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// clean up
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runs.clear();
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return success;
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}
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45
src/tests/minuit2example/mn2test.h
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45
src/tests/minuit2example/mn2test.h
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@@ -0,0 +1,45 @@
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/***************************************************************************
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mn2test.h
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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.ch *
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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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#ifndef _MN2TEST_H_
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#define _MN2TEST_H_
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#include <vector>
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typedef struct {
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std::vector<double> fTime;
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std::vector<double> fValue;
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std::vector<double> fError;
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} PRun;
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typedef std::vector<PRun> PRunList;
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#endif // _MN2TEST_H_
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26
src/tests/minuit2example/mn2test.pro
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26
src/tests/minuit2example/mn2test.pro
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@@ -0,0 +1,26 @@
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#------------------------------------------------------
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# mn2test.pro
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# qmake file for mn2test
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#
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# Andreas Suter, 2007/10/23
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#
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# $Id$
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#
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#------------------------------------------------------
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MAKEFILE = Makefile.mn2test
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CONFIG += warn_on debug
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HEADERS = PGlobalChiSquare.h
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SOURCES = mn2test.cpp \
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PGlobalChiSquare.cpp
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INCLUDEPATH += /usr/local/include
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INCLUDEPATH += ./
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unix:LIBS += -L/usr/local/lib -lMinuit2Base -lbsd -lm -ldl -lutil
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TARGET=mn2test
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