#include <LMFitter.h>

Inheritance diagram for LMFitter:

Collaboration diagram for LMFitter:

Public Member Functions
virtual void	calcAlpha ()
	Calculates the alpha matrix. More...

virtual bool	calcBestFit ()
	Calculates the best fit. More...

virtual int	calcCovariance (std::vector< std::vector< double > > &cov)
	Calculates the covariance matrix. More...

virtual int	calcDegreesOfFreedom () const
	Returns the number of degrees of freedom in the fit. More...

virtual bool	calcStep ()
	Takes a step in the fitting and returns the change to the parameters of the function. More...

Fitter *	clone () const
	Makes a copy of the receiving object. More...

virtual void	copyFrom (const Fitter *other)
	Makes a copy of other. More...

void	fillFreeParameters (std::vector< double > &) const
	Fills the vector with the free parameters values. More...

StatedFCN *	getFCN ()
	Returns the objective function object. More...

virtual const std::vector< int > &	getFixedFlags () const
	Sets the limits of the model function parameter values. More...

bool	getUseErrors () const
	Returns `true` if error data from the DataSource will be used if available. More...

bool	isCompatible (const FunctionBase *) const
	Returns `true` if the function is compatible with the objective function. More...

	LMFitter (const char *name)
	The constructor taking name of fitter as argument. More...

const std::string &	name () const
	Returns the name of the fitter. More...

bool	needsIntegrated () const
	Returns `true` if the Fitter needs integrated intervals. More...

virtual double	objectiveValue () const
	Calculates the value of the objective function at the current set of parameters. More...

void	setDataSource (const DataSource *source)
	Sets the source of data to be used. More...

virtual void	setFCN (StatedFCN *fcn)
	Sets the objective function. More...

virtual void	setFitCut (TupleCut *cut)
	Sets the cut to limit range of fitting. More...

virtual void	setFitRange (bool yes=true)
	Sets use of a fitting range on or off. More...

virtual void	setFixedFlags (const std::vector< int > &flags)
	Sets the parameters that are to be held fixed during objective function minimization. More...

void	setFunction (FunctionBase *function)
	Sets the model function. More...

virtual void	setLimits (unsigned int i, double lower, double upper)
	Sets the limits for the parameter of the model function indexed by i. More...

void	setLimits (const std::string &name, double lower, double upper)
	Sets the limits for the parameter of the model function with name name. More...

virtual void	setStepSize (unsigned int i, double size)
	Sets the step size for parameter of the minimization. More...

void	setStepSize (const std::string &name, double size)
	Sets the minimization step size for model function parameter name. More...

void	setUseErrors (bool yes=true)
	Sets the fitter to use error data from the DataSource, if available. More...

virtual bool	solveSystem ()
	Solves the system. More...

Protected Attributes
StatedFCN *	m_fcn
	The objective function. More...

int	m_max_iterations
	The maximum number of iterations allowed in attempting the fit. More...

std::string	m_name
	The name of the fitter. More...

Private Member Functions
	LMFitter (const LMFitter &)
	The copy constructor. More...

Private Attributes
std::vector< std::vector < double > >	m_alpha
	The alpha matrix. More...

std::vector< double >	m_beta
	The beta vector. More...

double	m_chi_cutoff
	The Chi Squared cut-off parameter. More...

double	m_lambda
	The current lambda factor. More...

double	m_lambda_expand_factor
	The factor by which lambda is divided if it is too small. More...

double	m_lambda_shrink_factor
	The factor by which lambda is divided if it is too large. More...

double	m_start_lambda
	The starting lambda factor. More...

Detailed Description

A Fitter class.

A Fitter class that uses derivatives of functions for fitting.

An implementation of the Levenberg Marquart.

Requests:: Make the fit() method a member function of the DataRep instead of the function in the Python interface.

Author: Daniel Engovatov engo@.nosp@m.slac.nosp@m..stan.nosp@m.ford.nosp@m..edu; Kaustuv kaust.nosp@m.uv@s.nosp@m.tanfo.nosp@m.rd.e.nosp@m.du; Paul F. Kunz Paul_.nosp@m.Kunz.nosp@m.@slac.nosp@m..sta.nosp@m.nford.nosp@m..edu

Definition at line 33 of file LMFitter.h.

Constructor & Destructor Documentation

LMFitter ( const LMFitter & fitter )

private

The copy constructor.

Definition at line 53 of file LMFitter.cxx.

Referenced by LMFitter::clone().

LMFitter ( const char * name )

The constructor taking name of fitter as argument.

Definition at line 42 of file LMFitter.cxx.

Member Function Documentation

void calcAlpha ( )

virtual

Calculates the alpha matrix.

Todo:: Should probably move this implementation into the FCN.

Definition at line 72 of file LMFitter.cxx.

References LMFitter::m_alpha, LMFitter::m_beta, Fitter::m_fcn, and LMFitter::m_lambda.

Referenced by LMFitter::calcCovariance(), and LMFitter::calcStep().

bool calcBestFit ( )

virtual

Calculates the best fit.

Returns true if the fit converged; otherwise it returns false.

Implements Fitter.

Definition at line 196 of file LMFitter.cxx.

References LMFitter::calcStep(), Fitter::fillFreeParameters(), i, LMFitter::m_beta, LMFitter::m_chi_cutoff, Fitter::m_fcn, LMFitter::m_lambda, LMFitter::m_lambda_expand_factor, LMFitter::m_lambda_shrink_factor, Fitter::m_max_iterations, LMFitter::m_start_lambda, Fitter::objectiveValue(), and ok.

int calcCovariance ( std::vector< std::vector< double > > & cov )

virtual

Calculates the covariance matrix.

Returns EXIT_SUCCESS if a minima of the chi2 functions is found, returns EXIT_FAILURE in case algorithm converges on other stationary points (i.e. on saddle points).

Note: Thecovarience matrix is inverse of half the hessian at the optimal solution, and this semihessian matrix is nothing but the m_alpha matrix as calculated above BUT w/o the diagonal elements being scaled by the factor of (1+lambda). So we can set lamba = 0 to calculate it.

Reimplemented from Fitter.

Definition at line 95 of file LMFitter.cxx.

References LMFitter::calcAlpha(), hippodraw::Numeric::invertMatrix(), LMFitter::m_alpha, and LMFitter::m_lambda.

int calcDegreesOfFreedom ( ) const

virtualinherited

Returns the number of degrees of freedom in the fit.

Definition at line 229 of file Fitter.cxx.

References Fitter::m_fcn.

Referenced by FunctionProjector::degreesOfFreedom().

bool calcStep ( )

virtual

Takes a step in the fitting and returns the change to the parameters of the function.

Definition at line 188 of file LMFitter.cxx.

References LMFitter::calcAlpha(), ok, and LMFitter::solveSystem().

Referenced by LMFitter::calcBestFit().

Fitter * clone ( ) const

virtual

Makes a copy of the receiving object.

Makes copy of receiving object by creating a new one with the only constructor.

Attention: Objects created with this function may not be complete until the setFCN member function is called.

Implements Fitter.

Definition at line 65 of file LMFitter.cxx.

References LMFitter::LMFitter().

void copyFrom ( const Fitter * other )

virtualinherited

Makes a copy of other.

Definition at line 50 of file Fitter.cxx.

References Fitter::m_fcn.

void fillFreeParameters ( std::vector< double > & free_parms ) const

inherited

Fills the vector with the free parameters values.

Definition at line 142 of file Fitter.cxx.

References Fitter::m_fcn.

Referenced by LMFitter::calcBestFit(), and BFGSFitter::calcBestFit().

StatedFCN * getFCN ( )

inherited

Returns the objective function object.

Definition at line 73 of file Fitter.cxx.

References Fitter::m_fcn.

const vector< int > & getFixedFlags ( ) const

virtualinherited

Sets the limits of the model function parameter values.

Attempts to set the limits of the model function parameter values. This base class implementation throws a FitterException. Derived classes that support setting limits of the parameter values should override this member function.Returns a vector containing flags for which parameters are to be held fixed during objective function minimization.

Definition at line 156 of file Fitter.cxx.

References Fitter::m_fcn.

Referenced by MinuitMigrad::initialize().

bool getUseErrors ( ) const

inherited

Returns true if error data from the DataSource will be used if available.

Definition at line 119 of file Fitter.cxx.

References Fitter::m_fcn, and yes.

bool isCompatible ( const FunctionBase * function ) const

inherited

Returns true if the function is compatible with the objective function.

Definition at line 80 of file Fitter.cxx.

References Fitter::m_fcn, and yes.

const std::string & name ( ) const

inherited

Returns the name of the fitter.

Definition at line 57 of file Fitter.cxx.

References Fitter::m_name.

Referenced by Fitter::getParameterIndex(), MinuitMigrad::initialize(), BFGSFitter::iterParam(), and BFGSFitter::setIterParam().

bool needsIntegrated ( ) const

inherited

Returns true if the Fitter needs integrated intervals.

Definition at line 131 of file Fitter.cxx.

References Fitter::m_fcn, and yes.

double objectiveValue ( ) const

virtualinherited

Calculates the value of the objective function at the current set of parameters.

Definition at line 222 of file Fitter.cxx.

References Fitter::m_fcn.

Referenced by LMFitter::calcBestFit(), BFGSFitter::function(), BFGSFitter::gradient(), BFGSFitter::gradp(), and FunctionProjector::objectiveValue().

void setDataSource ( const DataSource * source )

inherited

Sets the source of data to be used.

Definition at line 100 of file Fitter.cxx.

References Fitter::m_fcn, and Fitter::setUseErrors().

void setFCN ( StatedFCN * fcn )

virtual

Sets the objective function.

Sets the objective function and indicate to it that it needs partial derivatives.

Reimplemented from Fitter.

Definition at line 241 of file LMFitter.cxx.

References Fitter::setFCN().

void setFitCut ( TupleCut * cut )

virtualinherited

Sets the cut to limit range of fitting.

Definition at line 243 of file Fitter.cxx.

References Fitter::m_fcn.

void setFitRange ( bool yes = true )

virtualinherited

Sets use of a fitting range on or off.

Definition at line 250 of file Fitter.cxx.

References Fitter::m_fcn.

void setFixedFlags ( const std::vector< int > & flags )

virtualinherited

Sets the parameters that are to be held fixed during objective function minimization.

Definition at line 149 of file Fitter.cxx.

References Fitter::m_fcn.

void setFunction ( FunctionBase * function )

inherited

Sets the model function.

Definition at line 91 of file Fitter.cxx.

References Fitter::m_fcn.

void setLimits	(	unsigned int	i,
		double	lower,
		double	upper
	)

virtualinherited

Sets the limits for the parameter of the model function indexed by i.

This base class implementation throws a std::runtime_error. Derived classes that implement this function should override it.

Reimplemented in MinuitMigrad.

Definition at line 163 of file Fitter.cxx.

References Fitter::m_name.

Referenced by Fitter::setLimits().

void setLimits	(	const std::string &	name,
		double	lower,
		double	upper
	)

inherited

Sets the limits for the parameter of the model function with name name.

Definition at line 197 of file Fitter.cxx.

References Fitter::getParameterIndex(), index, and Fitter::setLimits().

void setStepSize	(	unsigned int	i,
		double	size
	)

virtualinherited

Sets the step size for parameter of the minimization.

This base class implementation throws FitterException. Derived classes that support setting step size should override this member function.

Reimplemented in MinuitMigrad.

Definition at line 205 of file Fitter.cxx.

References Fitter::m_name.

Referenced by Fitter::setStepSize().

void setStepSize	(	const std::string &	name,
		double	size
	)

inherited

Sets the minimization step size for model function parameter name.

Definition at line 215 of file Fitter.cxx.

References Fitter::getParameterIndex(), index, and Fitter::setStepSize().

void setUseErrors ( bool yes = true )

inherited

Sets the fitter to use error data from the DataSource, if available.

Definition at line 110 of file Fitter.cxx.

References Fitter::m_fcn.

Referenced by Fitter::setDataSource().

bool solveSystem ( )

virtual

Solves the system.

Definition at line 107 of file LMFitter.cxx.

References i, LMFitter::m_alpha, and LMFitter::m_beta.

Referenced by LMFitter::calcStep().

Member Data Documentation

std::vector< std::vector < double > > m_alpha

private

The alpha matrix.

Definition at line 43 of file LMFitter.h.

Referenced by LMFitter::calcAlpha(), LMFitter::calcCovariance(), and LMFitter::solveSystem().

std::vector< double > m_beta

private

The beta vector.

Definition at line 46 of file LMFitter.h.

Referenced by LMFitter::calcAlpha(), LMFitter::calcBestFit(), and LMFitter::solveSystem().

double m_chi_cutoff

private

The Chi Squared cut-off parameter.

If the two iterations of a step change the Chi squared less than this quantity, then no more steps are taken.

Definition at line 51 of file LMFitter.h.

Referenced by LMFitter::calcBestFit().

StatedFCN* m_fcn

protectedinherited

double m_lambda

private

The current lambda factor.

Definition at line 57 of file LMFitter.h.

Referenced by LMFitter::calcAlpha(), LMFitter::calcBestFit(), and LMFitter::calcCovariance().

double m_lambda_expand_factor

private

The factor by which lambda is divided if it is too small.

Definition at line 63 of file LMFitter.h.

Referenced by LMFitter::calcBestFit().

double m_lambda_shrink_factor

private

The factor by which lambda is divided if it is too large.

Definition at line 60 of file LMFitter.h.

Referenced by LMFitter::calcBestFit().

int m_max_iterations

protectedinherited

The maximum number of iterations allowed in attempting the fit.

Definition at line 62 of file Fitter.h.

Referenced by LMFitter::calcBestFit(), BFGSFitter::calcBestFit(), BFGSFitter::iterParam(), and BFGSFitter::setIterParam().

std::string m_name

protectedinherited

The name of the fitter.

Definition at line 51 of file Fitter.h.

Referenced by MinuitMigrad::checkIndex(), Fitter::name(), Fitter::setLimits(), and Fitter::setStepSize().

double m_start_lambda

private

The starting lambda factor.

Definition at line 54 of file LMFitter.h.

Referenced by LMFitter::calcBestFit().

The documentation for this class was generated from the following files:

Public Member Functions

Protected Attributes

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation